+32.3%
EEM vs BMY
+40.8%
-8.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | -4.8% | +3.5% | -1.4% |
| 30D | +2.1% | -0.1% | +2.2% | +2.1% |
| 3M | +1.0% | +13.1% | -12.1% | +1.4% |
| 6M | +15.9% | +8.4% | +7.5% | +16.7% |
| YTD | +24.6% | +22.0% | +2.7% | +25.5% |
| 1Y | +32.3% | +40.3% | -8.0% | +34.5% |
| All | +32.3% | +40.8% | -8.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BMY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling